What you're talking about is the tiny [Explicit], [Clean], [TV-14] (for video) tags, right? I don't think you can access those fields via iTunes and create them, though I could be wrong. I think that's a feature of the ITMS. However, if you're ever generating a podcast feed that iTunes makes part of their directory, you can control [Clean] and [Explicit] fields in your RSS feed.
Dralfonzo has a good workaround though. You could just add the text [Clean] to the Album title field in the track info. It won't show up as a pretty icon as if you purchased it via ITMS, but it'll help keep your library descriptive.
If you do figure out a way to edit the track info to make those kinds of icons appear, please post it. It would be very helpful.